Principal Applications of Bayesian Methods in Actuarial Science

DOI10.1080/10920277.2001.10596011MaRDI QIDQ5718233zbMATH OpenOpenAlexFDO

Authors Udi E. Makov

Publication date 13 January 2006

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.2001.10596011

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites work

• Abstract credibility
• Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty
• Bayesian models in actuarial mathematics
• Credibility using semiparametric models and a loss function with a constancy penalty
• Decision theoretic foundations of credibility theory
• Exponential dispersion models and credibility
• Exponential Dispersion Models and Extensions: A Review
• Global Bayesian robustness for some classes of prior distributions
• Markov-chain monte carlo: Some practical implications of theoretical results
• On credibility evaluation and the tail area of the exponential dispersion family
• On implications of credible means being exact bayesian
• On Stochastic Approximation and Credibility
• Sequential credibility evaluation for symmetric location claim distributions
• The Esscher premium principle in risk theory: A Bayesian sensitivity study

Cited in

(14)

• A review of Bayesian asymptotics in general insurance applications
• Non-life rate-making with Bayesian GAMs
• Hierarchical Bayesian collective risk model: an application to health insurance
• An optimal co-reinsurance strategy
• Bayesian Assessment of the Distribution of Insurance Claim Counts Using Reversible Jump MCMC
• A Damaged Generalised Poisson Model and its Application to Reported and Unreported Accident Counts
• An Accurate Asymptotic Approximation for Experience Rated Premiums
• Claims reserving when there are negative values in the runoff triangle
• Robust Bayesian analysis of loss reserving data using scale mixtures distributions
• Intrinsic objective Bayesian estimation of the mean of the Tweedie family
• A flexible Bayesian nonparametric model for predicting future insurance claims prediction
• Bayesian Estimation of Outstanding Claim Reserves
• Comparing Credibility Estimates of Health Insurance Claims Costs
• Sample Size Determination for Credibility Estimation

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